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Quantifying systemic risk
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Quantifying systemic risk

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Contents

Introduction / Joseph G. Haubrich and Andrew W. Lo
Systemic risk and financial innovation: towards a "unified" approach / Henry T. C. Hu
Liquidity risk, cash flow constraints, and systemic feedbacks / Sujit Kapadia, Mathias Drehmann, John Elliott, and Gabriel Sterne
Comment: Mikhail Oet
Endogenous and systemic risk / Jon Danielsson, Hyun Song Shin, and Jean-Pierre Zigrand
Comment: Bruce Mizrach, Terence C. Burnham
Systemic risks and the macroeconomy / Gianni De Nicolò and Marcella Lucchetta
Comment: Hao Zhou
Hedge fund tail risk / Tobias Adrian, Markus K. Brunnermeier, and Hoai-Luu Nguyen
Comment: Ben Craig
How to calculate systemic risk surcharges / Viral V. Acharya, Lasse H. Pedersen, Thomas Philippon, and Matthew Richardson
Comment: Mathias Drehmann
The quantification of systemic risk and stability: new methods and measures / Romney B. Duffey
Comment: Joseph G. Haubrich.

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Quantifying systemic risk. ISBN 9780226319285. Published by The University of Chicago Press in 2013. Publication and catalogue information, links to buy online and reader comments.

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